+272.5%
RF vs SAN
+236.7%
+35.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +1.0% |
| 7D | -0.9% | +4.9% | -5.8% | -3.8% |
| 30D | +6.0% | -13.0% | +19.0% | +14.5% |
| 3M | -8.9% | -18.9% | +10.0% | +2.2% |
| 6M | +2.3% | -4.1% | +6.5% | +3.0% |
| YTD | +7.6% | +2.6% | +5.0% | +1.6% |
| 1Y | +21.2% | +16.9% | +4.2% | +5.3% |
| 3Y | +108.5% | +239.1% | -130.5% | -14.2% |
| 5Y | +43.2% | +266.8% | -223.6% | -46.6% |
| All | +272.5% | +236.7% | +35.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling